+1,947.1%
FTNT vs FSLR
+432.1%
+1,515.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.3% | +4.4% | +1.6% |
| 7D | +5.7% | -12.0% | +17.7% | +7.8% |
| 30D | -32.1% | -7.7% | -24.4% | -31.4% |
| 3M | -19.5% | -24.0% | +4.6% | -16.3% |
| 6M | +13.8% | -24.4% | +38.2% | +17.7% |
| YTD | +63.1% | -34.0% | +97.2% | +70.7% |
| 1Y | +57.7% | -35.6% | +93.3% | +65.4% |
| 3Y | +154.9% | +28.7% | +126.2% | +117.7% |
| 5Y | +89.3% | +55.3% | +34.0% | +45.1% |
| All | +1,947.1% | +432.1% | +1,515.0% | +1,041.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FSLR.
Daily Out/Under-Performance
Portfolio return minus FSLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FSLR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FSLR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling